fill algorithm/ force a fill at a given price

[newworldguy]

I want to close all open positions at beginning of a sessions and then reopen them at the same price, because I want the strategy stats to recognize the unrealized pnl as realized pnl. (since the strategy stats report only realized pnl.

When I implemented this work around, I found that when I try to close all positions and then reopen them I actually have to wait for the fills before i can reopen the positions. that means the operation can't be completed at the end of the first bar of session, which is limiting to me because I would not really be doing this in real time.

so I am wondering if I can somehow force a fill in the system?

Thanks you

[NinjaTrader_PatrickH]

Hello newworldguy,

Thank you for your post.

Unfortunately, there is no method to force a fill. You could use Market Orders, but in a backtest they would need the next bar's close. You could look into ExitOnClose and ExitOnCloseSeconds:

• ExitOnClose: http://www.ninjatrader.com/support/h...xitonclose.htm
• ExitOnCloseSeconds: http://www.ninjatrader.com/support/h...oseseconds.htm

Please let me know if you have any questions.